+226.1%
XLI vs CRL
+350.3%
-124.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +1.0% | +11.9% | -10.9% | -2.4% |
| 3M | -8.9% | +20.2% | -29.1% | -14.0% |
| 6M | -2.3% | +107.5% | -109.8% | -21.3% |
| YTD | +9.7% | +69.4% | -59.8% | -7.7% |
| 1Y | +12.3% | +99.7% | -87.4% | -10.0% |
| 3Y | +71.5% | +98.8% | -27.3% | +28.8% |
| 5Y | +70.2% | -12.4% | +82.6% | +65.3% |
| All | +226.1% | +350.3% | -124.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling